Finance

BTAI Move Probability $0.07 -0.04 (-34.3%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Touch Probability (First Passage)
76.7%
Stock touched +5.0% ($0.08) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
28.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.72x
You are 2.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±41.9%
$0.04 — $0.10

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 476 historical windows (2024-09-23 to 2026-09-04). The colored bar indicates the win zone for +5.0%.

-87.7% to -64.4%: 3 occurrences (0.6%) -76.0% -64.4% to -41.2%: 18 occurrences (3.8%) -41.2% to -17.9%: 131 occurrences (27.5%) -17.9% to +5.3%: 192 occurrences (40.3%) -6.3% +5.3% to +28.5%: 84 occurrences (17.6%) +28.5% to +51.8%: 23 occurrences (4.8%) +51.8% to +75.0%: 4 occurrences (0.8%) 63.4% +75.0% to +98.3%: 2 occurrences (0.4%) +98.3% to +121.5%: 1 occurrences (0.2%) +121.5% to +144.8%: 1 occurrences (0.2%) 133.1% +144.8% to +168.0%: 3 occurrences (0.6%) +168.0% to +191.2%: 1 occurrences (0.2%) +191.2% to +214.5%: 4 occurrences (0.8%) 202.9% +214.5% to +237.7%: 3 occurrences (0.6%) +237.7% to +261.0%: 3 occurrences (0.6%) +261.0% to +284.2%: 3 occurrences (0.6%) 272.6%
Historical returns Target move zone (+5.0%+) Target threshold bin

Probability Breakdown: Empirical vs. Theoretical Models

Comparing actual market back-data against Black-Scholes and Fat-Tail adjustments.

Model / Methodology Touch Probability Expiration Close Probability What It Tells You
Empirical Back-Data (Actual History) 76.7% 28.2% Model-free reality across 476 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.1% Adjusts normal bell curve for real-world skewness (-2.27) and kurtosis (53.52).
Standard Normal (Black-Scholes / GBM) 90.7% 45.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 177.6%
  • Recent 20-Day HV: 591.0%
  • Parkinson Intraday Volatility: 114.0%
  • Vol Trend: Expanded (+233% vs baseline)

14-Day Return Quantiles

  • Median Return: -7.1%
  • Top 10% Move (90th percentile): +28.6%
  • Bottom 10% Move (10th percentile): -31.7%
  • Max Historical Gain (14d): +284.2%
  • Max Historical Loss (14d): -87.7%